Mathematics and Statistics Vol. 14(2), pp. 255 - 265
DOI: 10.13189/ms.2026.140207
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Inequalities in the Informative Competing Risks Model

Abduraxim Abdushukurov ¹, Farkhad Abdikalikov ^2,3, Kamila Begjanova ³, Sabitbek Erisbaev ^3,*
1 Faculty of Applied Mathematics and Computer Science, Moscow State University named after M.V. Lomonosov, Tashkent Branch, Tashkent, Uzbekistan
² Faculty of Mathematics, V.I. Romanovskiy Institute of Mathematics, Uzbekistan Academy of Sciences, Tashkent, Uzbekistan
³ Faculty of Mathematics, Department of Algebra and Functional Analysis, Karakalpak State University named after Berdakh, Nukus, Uzbekistan

ABSTRACT

In this paper, we develop a comprehensive theoretical framework for examining Fisher information in an informative competing risks model when the available data are incomplete or subject to partial censoring. The analysis begins with a careful description of the model structure, emphasizing how informative censoring alters the amount and quality of information extracted from observed lifetimes. Based on this formulation, we derive explicit expressions for the Fisher information that can be directly applied in practical statistical studies, including those in medical survival analysis and reliability engineering. Since analytical evaluation of these expressions may become challenging when the censoring mechanism depends on the underlying lifetime variable, we incorporate a Monte-Carlo procedure that enables stable and flexible numerical computation under diverse censoring scenarios. The efficiency and reliability of this computational approach are illustrated through simulation-based examples. Furthermore, we establish Cramer-Rao type inequalities for unbiased estimators within the model and identify the precise conditions under which equality is attained. It is shown that these conditions hold naturally in the proportional hazards setting, thereby demonstrating the theoretical consistency of the model and offering deeper insight into the efficiency properties of estimators in the presence of informative censoring.

KEYWORDS
Competing Risks Model, Fisher Information, Cramer-Rao Inequality, Proportional Hazards Model, Efficient Lower Bounds, Monte-Carlo Method

Cite This Paper in IEEE or APA Citation Styles
(a). IEEE Format:
[1] Abduraxim Abdushukurov , Farkhad Abdikalikov , Kamila Begjanova , Sabitbek Erisbaev , "Inequalities in the Informative Competing Risks Model," Mathematics and Statistics, Vol. 14, No. 2, pp. 255 - 265, 2026. DOI: 10.13189/ms.2026.140207.

(b). APA Format:
Abduraxim Abdushukurov , Farkhad Abdikalikov , Kamila Begjanova , Sabitbek Erisbaev (2026). Inequalities in the Informative Competing Risks Model. Mathematics and Statistics, 14(2), 255 - 265. DOI: 10.13189/ms.2026.140207.